Anic Equity¶

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Total return since start: 0.604 %¶

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Equity now: -----------------------------> 49000.74 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44831.86 Kr¶

PnL: ---------------------------------------> -116.14 Kr¶

DD now: ---------------------------------> -7.755 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 17:09:17.979534'

Anic Portfolio¶

Today¶

Return: -0.613 %¶

This Week¶

Return: -0.613 %¶

Total portfolio value¶

Return including deposits: 60.416 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.220000 1663.020000 195.480000 13.320000 1467.540000
Sedana Medical 93 1.920000 2563.080000 48.360000 1.920000 2514.720000
Platzer Fastigheter Holding B 12 2.380000 981.600000 22.800000 2.380000 958.800000
Orrön Energy 180 0.930000 2059.200000 21.600000 1.060000 2037.600000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
JM 6 2.300000 882.000000 19.800000 2.300000 862.200000
Atrium Ljungberg B 5 1.500000 947.000000 14.000000 1.500000 933.000000
Sagax B 4 1.500000 864.800000 12.800000 1.500000 852.000000
Catena 2 1.520000 801.600000 12.000000 1.520000 789.600000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
BioGaia B 8 0.950000 936.800000 8.800000 0.950000 928.000000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Clas Ohlson B 12 0.370000 974.400000 3.600000 0.370000 970.800000
Biotage 7 0.220000 941.500000 2.100000 0.220000 939.400000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Hexatronic Group 12 0.150000 966.000000 1.440000 0.150000 964.560000
AcadeMedia 8 -0.400000 401.200000 0.000000 0.000000 401.200000
ASSA ABLOY B 3 0.000000 777.000000 0.000000 0.000000 777.000000
Byggmax Group 33 -0.070000 953.700000 -0.660000 -0.070000 954.360000
EQT 4 -0.240000 827.600000 -2.000000 -0.240000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.690000 931.500000 -6.500000 -0.690000 938.000000
Alimak Group 11 -0.710000 919.600000 -6.600000 -0.710000 926.200000
OX2 13 -1.100000 937.300000 -10.400000 -1.100000 947.700000
Addnode Group B 11 -1.680000 903.100000 -15.400000 -1.680000 918.500000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Latour B 4 -4.300000 818.400000 -36.800000 -4.300000 855.200000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
Bufab 3 -4.720000 1054.200000 -52.200000 -4.720000 1106.400000
Indutrade 5 -4.360000 1161.500000 -53.000000 -4.360000 1214.500000
Hexagon B 26 -1.850000 3387.800000 -63.700000 -1.850000 3451.500000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
BHG Group 97 -6.930000 1355.090000 -99.910000 -6.870000 1455.000000
TOTAL 44831.860000 -116.140000 -7.75524% 44948.000000

Updated:¶

'2023-07-03 17:09:34.710465'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶